Monday, April 2, 2007

Stock Trading Ebooks

index of parent directory
01. Xetra® Release 7.1 Market Model.pdf 19-Nov-2004 09:30 310K PDF file
02. Xetra Auction Plan for Stocks.pdf 19-Nov-2004 09:30 38K PDF file
03. Xetra - Europe´s Premier Trading Platform.pdf 19-Nov-2004 09:30 1.4M PDF file
04. Competition Between Exchanges Euronext versus Xetra.pdf 19-Nov-2004 09:30 93K PDF file
05. Deutsche Börse Group - From Trading Floor to Virtual Marketplace.pdf 19-Nov-2004 09:30 3.9M PDF file
06. XetraXXL MarketModel.pdf 19-Nov-2004 09:30 90K PDF file
07. Xetra XXL The New Dimension.pdf 19-Nov-2004 09:30 173K PDF file
08. Latest Developments at the FWB - XETRA BEST (slide 13).pdf 19-Nov-2004 09:30 298K PDF file
08. Latest Developments at the FWB - XETRA BEST (slide 13).ppt 19-Nov-2004 09:30 441K Powerpoint slide show
09. Exchange Rules for the Frankfurt Stock Exchange.pdf 19-Nov-2004 09:30 541K PDF file
10. Electronic Trading Systems in Europe and development potentialities for Russia.pdf 19-Nov-2004 09:30 1.2M PDF file
10. Electronic Trading Systems in Europe and development potentialities for Russia.ppt 19-Nov-2004 09:30 1.1M Powerpoint slide show
11. Forex_in_the_Future.ppt 19-Nov-2004 09:30 213K Powerpoint slide show
12. How large is liquidity risk in an automated.pdf 19-Nov-2004 09:30 832K PDF file
13. An analysis of order submissions on the Xetra trading system.pdf 19-Nov-2004 09:30 1.7M PDF file
198801. (Admati and Pfleiderer)-A Theory of Intraday Patterns - Volume and Price Variability.pdf 14-Nov-2003 09:19 560K PDF file
199304. (Lee, Mucklow and Ready)-Spreads, Depths, and the Impact of Earnings Information - An Intraday Analysis.pdf 14-Nov-2003 09:19 170K PDF file
199410. (Harris, Sofianos and Shapiro)-Program Trading and Intraday Volatility.pdf 14-Nov-2003 09:19 253K PDF file
199500. (Breman and Subrahmanyam)-Investment analysis and price formation in securities markets.pdf 14-Nov-2003 09:19 921K PDF file
199506. (de Jong, Nijman and Roell)-A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International.pdf 14-Nov-2003 09:19 1.6M PDF file
199507. (Hamao and Hasbrouck)-Securities Trading in the Absence of Dealers - Trades, and Quotes on the Tokyo Stock Exchange.pdf 14-Nov-2003 09:23 467K PDF file
199600. (Sarin and Saudagaran)-Testing for micro-structure effects of international dual listings using intraday data.pdf 14-Nov-2003 09:19 1.0M PDF file
199612. (Engle)-The Econometric of High-Frequency Data.pdf 14-Nov-2003 09:19 1.0M PDF file
199704. (Goodhart and O'Hara)-High frequency data in financial markets Issues and applications.pdf 14-Nov-2003 09:19 2.6M PDF file
199704. (Huang and Stoll)-The Components of the Bid-Ask Spread A General Approach.pdf 14-Nov-2003 09:19 311K PDF file
199710. (Brooks and Kim)-The individual investor and the weekend effect - A reexamination with intraday data.pdf 14-Nov-2003 09:19 1.0M PDF file
199710. (Huang and Stoll)-The Components of the Bid-Ask Spread - A General Approach.pdf 14-Nov-2003 09:19 311K PDF file
199802. (Demarchi and Foucault)-Equity Trading Systems in Europe - A survey of recent changes.pdf 14-Nov-2003 09:19 130K PDF file
199808. (Frino, McInish and Toner)-The liquidity of automated exchanges - new evidence from German Bund futures.pdf 14-Nov-2003 09:19 176K PDF file
199906. (Bangia, Diebold, Schuermann and Stroughair)-Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management.pdf 14-Nov-2003 09:20 300K PDF file
199906. (Gillet and Lavoie)-KRACH, BONNES NOUVELLES ET RÉACTIONS À BRUXELLES, TORONTO ET NEW YORK.pdf 14-Nov-2003 09:19 382K PDF file
199907. (Ahn and Cheung)-The intraday patterns of the spread and depth in a market without market makers - The Stock Exchange of Hong Kong.pdf 14-Nov-2003 09:19 448K PDF file
199907. (McMillan and Speight)-NONLINEAR DYNAMICS IN HIGH FREQUENCY INTRA-DAY FINANCIAL DATA.pdf 13-May-2003 14:36 168K PDF file
199910. (Griffiths, Turnbullb and White)-Re-examining the small-cap myth problems in portfolio formation and liquidation.pdf 14-Nov-2003 09:19 113K PDF file
200000. (Chordia, Roll and Subrahmanyam )-Commonality in liquidity.pdf 13-May-2003 14:36 171K PDF file
200001. (Al-Suhaibani and Kryzanowski)-An exploratory analysis of the order book, and order flow and execution on the Saudi stock market.pdf 14-Nov-2003 09:19 598K PDF file
200003. (Madhavan)-Market microstructure-A survey.pdf 14-Nov-2003 09:19 322K PDF file
200010. (Chan, Chockalingam and Lai)-Overnight information and intraday trading behavior - evidence from NYSE cross.pdf 14-Nov-2003 09:19 112K PDF file
200012. (AGGARWAL and CONROY)-Price Discovery in Initial Public Offerings and the Role of the Lead Underwriter.pdf 14-Nov-2003 09:19 165K PDF file
200100. (De Matos and Fernandes)-TESTING THE MARKOV PROPERTY WITH ULTRA-HIGH FREQUENCY FINANCIAL DATA.pdf 13-May-2003 14:36 143K PDF file
200100. (Hartmann, Manna and Manzanares)-The microstructure of the euro money market.pdf 14-Nov-2003 09:19 470K PDF file
200101. (Lee, Fok and Liu)-Explaining Intraday Pattern of Trading Volume from the Order Flow Data.pdf 14-Nov-2003 09:19 470K PDF file
200104. (Chordia, Roll and Subrahmanyam )-Market Liquidity and Trading Activity.pdf 13-May-2003 14:36 1.8M PDF file
200104. (Engle and Lange)-Predicting VNET - A model of the dynamics of market depth.pdf 14-Nov-2003 09:19 402K PDF file
200107. (Foucault and Kadan)-Limit order book as a market for liquidity.pdf 13-May-2003 14:36 460K PDF file
200108. (Venkataraman)-Automated versus Floor Trading An analysis of execution costs on the Paris and New York Exchanges.pdf 14-Nov-2003 09:20 1.0M PDF file
200111. (Foucault and Lescourret)-Information sharing, liquidity and transaction costs in floor-based trading systems.pdf 13-May-2003 14:36 358K PDF file
200200. (Daníelsson and Payne)-Measuring and explaining liquidity on an electronic limit order book - evidence from Reuters D2000-21.pdf 14-Nov-2003 09:19 39K PDF file
200202. (Jorda and Marcellino)-Modeling High-Frequency FX Data Dynamics.pdf 13-May-2003 14:36 1.0M PDF file
200204. (Chordia, Sarkar and Subrahmanyam )-An Empirical Analysis of Stock and Bond Market Liquidity.pdf 14-Nov-2003 09:20 210K PDF file
200204. (Pagano and Schwartz)-A Closing Call´s Impact on Market Quality at Euronext Paris.pdf 13-May-2003 14:36 1.8M PDF file
200204. (Persaud)-Liquidity Black Holes.pdf 14-Nov-2003 09:19 183K PDF file
200205. (Anshumana and Kalay)-Can splits create market liquidity - Theory and evidence.pdf 14-Nov-2003 09:19 393K PDF file
200205. (Bessembinder and Venkataraman)-Does an Electronic Stock Exchange need an Upstairs Market.pdf 14-Nov-2003 09:20 334K PDF file
200206. (Ito and Hashimoto)-High-Frequency Contagion of Currency Crises in Asia.pdf 14-Nov-2003 09:19 555K PDF file
200209. (Giot and Grammig)-How large is liquidity risk in an automated auction market.pdf 13-May-2003 14:36 610K PDF file
200210. (Mann, Venkataraman and Waisburd)-Stock Liquidity and the Value of a Designated Liquidity Provider Evidence from Paris Euronext.pdf 14-Nov-2003 09:20 273K PDF file
200211. (Eleswarapu and Venkataraman)-The Impact of Legal and Political Institutions on Equity Trading Costs A Cross-Country Analysis.pdf 14-Nov-2003 09:20 221K PDF file
200211. (Fernando)-Commonality in Liquidity-Transmission of Liquidity Shocks across Investors and Securities.pdf 14-Nov-2003 09:19 410K PDF file
200212. (Danielsson Saltoglu)-Anatomy of a Market Crash - A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis.pdf 14-Nov-2003 09:19 635K PDF file
200212. (Fishea and Robeb)-The impact of illegal insider trading in dealer and specialist markets - Evidence from a natural experiment.pdf 14-Nov-2003 09:19 497K PDF file
200212. (Hollifield, Miller, Sandas and Slive)-Liquidity Supply and Demand in Limit Order Markets.pdf 13-May-2003 14:36 466K PDF file
200212. (Thomas and Patnaik)-Serial correlation in high-frequency data and the link with liquidity.pdf 13-May-2003 14:36 304K PDF file
200301. (Foucault, Kadan and Kandel)-Limit Order Book as a Market for Liquidity.pdf 14-Nov-2003 09:19 568K PDF file
200302. (Eleswarapu, Thompson and Venkataraman)-The Impact of Regulation Fair Disclosure Trading Costs and Information Asymmetry.pdf 14-Nov-2003 09:20 218K PDF file
200302. (Houweling, Mentink and Vorst)-How to Measure Corporate Bond Liquidity.pdf 13-May-2003 14:36 245K PDF file
200303. (Chordia, Sarkar and Subrahmanyam )-An Empirical Analysis of Stock and Bond Market Liquidity.pdf 14-Nov-2003 09:20 1.1M PDF file
200304. (Parlour and Seppi)-Liquidity-Based Competition for Order Flow.pdf 14-Nov-2003 09:19 443K PDF file
200306. (Morris and Song Shin)-Liquidity Black Holes.pdf 14-Nov-2003 09:19 228K PDF file
200310. (Barclay and Hendershott)-Price Discovery and Trading After Hours.pdf

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